+216.5%
QCOM vs SBUX
+144.4%
+72.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.9% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | -6.6% | +12.6% | -19.3% | -11.8% |
| 3M | +3.7% | +0.8% | +2.9% | +3.1% |
| 6M | -13.3% | +0.2% | -13.5% | -14.3% |
| YTD | -1.8% | +27.4% | -29.2% | -15.0% |
| 1Y | -2.5% | +31.5% | -34.0% | -17.2% |
| 3Y | +47.0% | +9.3% | +37.7% | +32.2% |
| 5Y | +13.1% | +1.5% | +11.6% | +3.8% |
| All | +216.5% | +144.4% | +72.1% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBUX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling